Anic Equity¶

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Total return since start: 0.567 %¶

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Equity now: -----------------------------> 47874.58 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46479.61 Kr¶

PnL: ---------------------------------------> -408.96 Kr¶

DD now: ---------------------------------> -1.553 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 09:28:44.639656'

Anic Portfolio¶

Today¶

Return: -0.161 %¶

This Week¶

Return: -0.08 %¶

Total¶

Return: 56.729 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 1.130000 2821.000000 185.000000 7.020000 2636.000010
FM Mattsson Mora Group B 50 0.000000 3100.000000 173.000000 5.910000 2927.000000
Beijer Electronics Group 26 -0.170000 3088.800000 117.800000 3.960000 2971.000006
SAAB B 8 0.890000 3437.600000 60.600000 1.790000 3377.000000
Corem Property Group B 59 0.190000 623.630000 46.630000 8.080000 576.999999
Boozt 12 0.140000 1699.200000 45.200000 2.730000 1653.999996
AcadeMedia 12 -0.890000 601.800000 44.800000 8.040000 557.000004
MedCap 2 0.220000 457.000000 36.000000 8.550000 421.000000
Resurs Holding 22 -0.070000 608.960000 34.960000 6.090000 573.999998
Samhällsbyggnadsbo. i Norden B 20 -0.360000 389.500000 34.500000 9.720000 355.000000
HMS Networks 2 -0.840000 704.800000 31.800000 4.730000 673.000000
Nordea Bank Abp 29 0.870000 3484.640000 30.640000 0.890000 3453.999992
Intrum 4 0.040000 545.600000 18.600000 3.530000 527.000000
Securitas B 6 -0.290000 586.920000 16.920000 2.970000 570.000000
Swedbank A 3 -0.100000 580.500000 16.500000 2.930000 564.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 575.400000 13.400000 2.380000 562.000005
Eastnine 4 -0.470000 504.000000 13.000000 2.650000 491.000000
OEM International B 7 0.000000 539.000000 11.000000 2.080000 527.999997
Coor Service Management Hold. 8 -0.150000 541.200000 9.200000 1.730000 532.000000
Karnov Group 9 -0.330000 540.900000 4.900000 0.910000 536.000004
Samhällsbyggnadsbo. i Norden D 12 -0.190000 249.840000 3.840000 1.560000 246.000000
Handelsbanken A 5 0.050000 548.000000 2.000000 0.370000 546.000000
Norva24 Group 16 -3.790000 544.960000 1.960000 0.360000 543.000000
Creaspac SPAC 6 0.000000 575.400000 -1.600000 -0.280000 577.000002
CTEK 13 2.640000 531.050000 -2.950000 -0.550000 533.999999
Midsona B 63 -0.770000 569.520000 -13.480000 -2.310000 582.999984
Essity B 2 -0.140000 559.800000 -14.200000 -2.470000 574.000000
Essity A 4 -0.710000 1122.000000 -27.000000 -2.350000 1149.000000
International Petroleum Corp. 5 -0.270000 556.500000 -38.070000 -6.400000 594.565215
Vivesto 1368 2.250000 559.510000 -53.490000 -8.730000 612.999432
Sampo Oyj SDB 7 -1.290000 3759.000000 -91.000000 -2.360000 3850.000000
Axfood 13 0.800000 3611.400000 -144.600000 -3.850000 3756.000001
Fasadgruppen Group 35 1.960000 3647.000000 -164.000000 -4.300000 3810.999990
OX2 18 -0.750000 1437.300000 -226.700000 -13.620000 1663.999992
Ovzon 52 -2.540000 2792.400000 -569.600000 -16.940000 3361.999992
TOTAL 46494.130000 -394.440000 -1.52332% 46888.564618

Updated:¶

'2023-01-25 09:28:17.853569'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶